+514.8%
MDLZ vs GD
+1,511.7%
-996.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.0% | +4.3% |
| 7D | +8.9% | +3.0% | +5.9% | +7.8% |
| 30D | +15.2% | +10.5% | +4.7% | +11.6% |
| 3M | +9.5% | -5.0% | +14.5% | +11.1% |
| 6M | +11.7% | +5.5% | +6.2% | +9.4% |
| YTD | +28.4% | +10.3% | +18.1% | +23.7% |
| 1Y | +24.4% | +8.2% | +16.3% | +20.5% |
| 3Y | +7.1% | +59.0% | -51.9% | -9.4% |
| 5Y | +24.2% | +104.3% | -80.0% | -3.9% |
| 10Y | +101.3% | +202.4% | -101.2% | +33.5% |
| All | +514.8% | +1,511.7% | -996.9% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling